WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 369,719: 90,156 137,457 80,617 165,117 110,863 335,890 328,937: 33,829 40,782
Old : 281,725: 89,115 126,509 49,565 116,361 73,868 255,041 249,942: 26,684 31,783
Other: 87,994: 25,612 35,519 6,481 48,756 36,995 80,849 78,995: 7,145 8,999
: : :
: : Changes in Commitments from: November 17, 2015 :
: -24,061: -2,955 -1,834 -3,577 -17,768 -15,732 -24,300 -21,143: 239 -2,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 37.2 21.8 44.7 30.0 90.9 89.0: 9.1 11.0
Old : 100.0: 31.6 44.9 17.6 41.3 26.2 90.5 88.7: 9.5 11.3
Other: 100.0: 29.1 40.4 7.4 55.4 42.0 91.9 89.8: 8.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 118 119 133 95 97 294 289:
Old : 376: 129 109 104 86 86 268 257:
Other: 224: 55 67 33 59 64 137 146:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 11.8 24.2 21.0 15.5 11.3 24.1 19.3
Old : 15.9 14.7 25.7 25.3 15.9 13.4 25.3 22.8
Other: 28.5 22.8 40.3 36.1 28.2 22.7 39.1 35.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 196,312: 56,319 89,672 18,394 99,768 61,767 174,481 169,833: 21,831 26,479
Old : 143,412: 49,622 82,992 9,642 67,168 31,064 126,432 123,698: 16,980 19,714
Other: 52,900: 14,292 14,275 1,157 32,600 30,703 48,049 46,135: 4,851 6,765
: : :
: : Changes in Commitments from: November 17, 2015 :
: -6,470: -2,224 3,441 -2,331 -868 -5,533 -5,423 -4,423: -1,047 -2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 45.7 9.4 50.8 31.5 88.9 86.5: 11.1 13.5
Old : 100.0: 34.6 57.9 6.7 46.8 21.7 88.2 86.3: 11.8 13.7
Other: 100.0: 27.0 27.0 2.2 61.6 58.0 90.8 87.2: 9.2 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 68 66 50 69 58 163 159:
Old : 220: 69 62 37 61 50 145 138:
Other: 136: 33 29 13 50 44 93 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 20.8 25.8 31.3 13.6 17.8 22.8 28.2
Old : 19.5 20.6 30.1 33.1 18.2 19.6 27.6 30.9
Other: 23.6 35.4 37.1 47.0 23.2 32.3 35.2 42.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,309,794: 322,870 342,917 209,282 630,893 570,964 1,163,045 1,123,163: 146,749 186,631
Old : 1,172,386: 320,553 336,535 164,516 555,631 508,388 1,040,700 1,009,439: 131,686 162,947
Other: 137,408: 42,878 46,943 4,205 75,262 62,576 122,345 113,724: 15,063 23,684
: : :
: : Changes in Commitments from: November 17, 2015 :
: -94,306: -39,138 -441 -23,386 -33,619 -63,736 -96,143 -87,563: 1,837 -6,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 26.2 16.0 48.2 43.6 88.8 85.8: 11.2 14.2
Old : 100.0: 27.3 28.7 14.0 47.4 43.4 88.8 86.1: 11.2 13.9
Other: 100.0: 31.2 34.2 3.1 54.8 45.5 89.0 82.8: 11.0 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 129 160 163 283 300 507 553:
Old : 684: 139 157 144 276 296 490 537:
Other: 372: 50 56 19 87 206 146 275:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 10.2 18.8 17.1 9.7 8.6 17.2 14.7
Old : 11.5 10.8 20.4 18.6 11.5 9.5 20.0 16.4
Other: 24.6 25.6 37.3 36.2 24.5 25.2 36.3 35.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,140: 3,055 2,739 572 3,441 4,469 7,068 7,780: 2,072 1,360
Old : 8,888: 3,224 2,739 400 3,220 4,467 6,844 7,606: 2,044 1,282
Other: 252: 3 172 0 221 2 224 174: 28 78
: : :
: : Changes in Commitments from: November 17, 2015 :
: -1,776: -232 -186 48 -1,546 -1,427 -1,730 -1,565: -46 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 30.0 6.3 37.6 48.9 77.3 85.1: 22.7 14.9
Old : 100.0: 36.3 30.8 4.5 36.2 50.3 77.0 85.6: 23.0 14.4
Other: 100.0: 1.2 68.3 0.0 87.7 0.8 88.9 69.0: 11.1 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 12 3 13 8 24 23:
Old : 39: 11 12 2 13 8 24 22:
Other: 7: 1 2 0 3 1 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 47.7 61.4 66.1 42.8 43.0 50.4 56.9
Old : 47.9 49.0 60.7 66.9 43.6 44.2 51.4 58.5
Other: 88.9 69.0 88.9 69.0 88.9 69.0 88.9 69.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 692,979: 128,901 164,960 125,524 379,091 335,403 633,516 625,887: 59,463 67,092
Old : 617,690: 131,410 157,779 109,105 322,528 292,030 563,043 558,914: 54,647 58,776
Other: 75,289: 10,955 20,645 2,955 56,563 43,373 70,473 66,973: 4,816 8,316
: : :
: : Changes in Commitments from: November 17, 2015 :
: 13,704: -2,739 6,234 7,033 9,211 2,423 13,505 15,690: 199 -1,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 23.8 18.1 54.7 48.4 91.4 90.3: 8.6 9.7
Old : 100.0: 21.3 25.5 17.7 52.2 47.3 91.2 90.5: 8.8 9.5
Other: 100.0: 14.6 27.4 3.9 75.1 57.6 93.6 89.0: 6.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 151 162 191 163 177 419 459:
Old : 552: 164 160 177 158 156 403 430:
Other: 244: 43 68 25 51 100 114 177:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 17.6 28.5 25.5 20.2 16.8 25.6 23.7
Old : 18.3 17.8 25.6 25.9 16.3 17.8 22.8 24.9
Other: 58.9 39.5 74.0 57.0 58.8 38.6 74.0 56.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 441,817: 117,538 74,823 98,159 188,473 236,490 404,170 409,472: 37,647 32,345
Old : 405,256: 121,829 77,203 79,260 170,606 218,666 371,695 375,129: 33,561 30,127
Other: 36,561: 7,852 9,763 6,756 17,867 17,824 32,475 34,343: 4,086 2,218
: : :
: : Changes in Commitments from: November 17, 2015 :
: -13,542: -5,591 -15,677 -2,299 -8,579 6,947 -16,469 -11,029: 2,927 -2,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 16.9 22.2 42.7 53.5 91.5 92.7: 8.5 7.3
Old : 100.0: 30.1 19.1 19.6 42.1 54.0 91.7 92.6: 8.3 7.4
Other: 100.0: 21.5 26.7 18.5 48.9 48.8 88.8 93.9: 11.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 97 83 106 86 66 246 215:
Old : 306: 106 80 102 82 64 241 210:
Other: 85: 14 21 14 43 15 66 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.8 33.3 15.3 39.7 8.3 31.7 14.6 36.5
Old : 9.3 33.6 16.4 40.4 8.8 32.8 15.7 38.1
Other: 25.6 45.0 40.1 71.4 22.5 42.3 33.2 57.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 540,362: 51,039 72,975 26,459 314,029 283,834 391,527 383,268: 148,835 157,094
Old : 540,362: 51,039 72,975 26,459 314,029 283,834 391,527 383,268: 148,835 157,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 68,406: -245 939 22,156 31,741 36,669 53,652 59,764: 14,754 8,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.5 4.9 58.1 52.5 72.5 70.9: 27.5 29.1
Old : 100.0: 9.4 13.5 4.9 58.1 52.5 72.5 70.9: 27.5 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 18 29 17 61 65 89 102:
Old : 128: 18 29 17 61 65 89 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 18.5 36.2 28.0 19.0 12.5 25.4 18.8
Old : 26.5 18.5 36.2 28.0 19.0 12.5 25.4 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 689,379: 60,961 145,187 28,698 467,335 417,082 556,994 590,967: 132,385 98,412
Old : 689,379: 60,961 145,187 28,698 467,335 417,082 556,994 590,967: 132,385 98,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 66,004: 1,533 -4,491 19,738 37,203 48,173 58,474 63,420: 7,530 2,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 21.1 4.2 67.8 60.5 80.8 85.7: 19.2 14.3
Old : 100.0: 8.8 21.1 4.2 67.8 60.5 80.8 85.7: 19.2 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 11 13 10 61 49 78 66:
Old : 92: 11 13 10 61 49 78 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 38.3 36.6 50.4 22.1 35.0 30.7 43.9
Old : 24.5 38.3 36.6 50.4 22.1 35.0 30.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,560: 1,616 812 176 2,541 3,401 4,333 4,389: 227 171
Old : 4,560: 1,616 812 176 2,541 3,401 4,333 4,389: 227 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -362: -63 -36 -124 -137 -147 -324 -307: -38 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 17.8 3.9 55.7 74.6 95.0 96.3: 5.0 3.8
Old : 100.0: 35.4 17.8 3.9 55.7 74.6 95.0 96.3: 5.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 4 6 10 12 25 20:
Old : 30: 13 4 6 10 12 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 54.7 67.9 80.8 32.3 41.9 46.4 53.2
Old : 42.9 54.7 67.9 80.8 32.3 41.9 46.4 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 424,738: 94,202 98,802 64,409 214,100 220,257 372,711 383,468: 52,027 41,270
Old : 381,848: 95,446 96,048 51,120 188,594 198,142 335,160 345,310: 46,688 36,538
Other: 42,890: 5,223 9,221 6,822 25,506 22,115 37,551 38,158: 5,339 4,732
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,086: -9,382 14,067 1,268 8,369 -19,255 255 -3,920: -2,341 1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 23.3 15.2 50.4 51.9 87.8 90.3: 12.2 9.7
Old : 100.0: 25.0 25.2 13.4 49.4 51.9 87.8 90.4: 12.2 9.6
Other: 100.0: 12.2 21.5 15.9 59.5 51.6 87.6 89.0: 12.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 79 88 87 99 88 232 224:
Old : 291: 92 81 85 99 80 231 213:
Other: 105: 19 22 16 53 25 85 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 28.2 21.6 34.6 11.5 23.8 18.1 28.8
Old : 13.7 28.6 21.0 35.4 12.1 26.1 19.0 31.7
Other: 27.0 41.7 42.6 60.2 26.8 37.3 37.3 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,382: 1,520 2,548 1,796 6,977 6,631 10,293 10,975: 2,089 1,407
Old : 12,287: 1,527 2,617 1,720 6,969 6,614 10,216 10,951: 2,071 1,336
Other: 95: 69 7 0 8 17 77 24: 18 71
: : :
: : Changes in Commitments from: November 17, 2015 :
: -53: -205 -43 108 6 -233 -91 -168: 38 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.6 14.5 56.3 53.6 83.1 88.6: 16.9 11.4
Old : 100.0: 12.4 21.3 14.0 56.7 53.8 83.1 89.1: 16.9 10.9
Other: 100.0: 72.6 7.4 0.0 8.4 17.9 81.1 25.3: 18.9 74.7
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 18 17 19 20 9 49 42:
Old : 65: 18 18 19 19 9 48 42:
Other: 6: 2 1 0 1 2 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 48.3 50.7 59.7 39.6 46.0 45.5 55.0
Old : 40.5 48.7 50.9 60.2 39.9 46.5 45.8 55.5
Other: 81.1 25.3 81.1 25.3 81.1 25.3 81.1 25.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,054,858: 176,935 245,211 40,684 702,168 597,773 919,787 883,668: 135,071 171,190
Old : 1,054,858: 176,935 245,211 40,684 702,168 597,773 919,787 883,668: 135,071 171,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -22,095: -8,306 6,205 16,490 -45,531 -62,132 -37,347 -39,437: 15,252 17,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.2 3.9 66.6 56.7 87.2 83.8: 12.8 16.2
Old : 100.0: 16.8 23.2 3.9 66.6 56.7 87.2 83.8: 12.8 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 46 62 37 103 122 170 202:
Old : 271: 46 62 37 103 122 170 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 15.9 32.2 23.6 21.3 15.4 29.5 22.6
Old : 22.7 15.9 32.2 23.6 21.3 15.4 29.5 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,762,356: 435,515 400,403 78,895 1,948,507 1,802,876 2,462,917 2,282,174: 299,439 480,182
Old : 2,762,356: 435,515 400,403 78,895 1,948,507 1,802,876 2,462,917 2,282,174: 299,439 480,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 107,766: 14,480 -68,688 12,411 82,435 142,403 109,326 86,126: -1,560 21,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.5 2.9 70.5 65.3 89.2 82.6: 10.8 17.4
Old : 100.0: 15.8 14.5 2.9 70.5 65.3 89.2 82.6: 10.8 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 61 85 58 139 148 238 254:
Old : 330: 61 85 58 139 148 238 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 18.9 42.8 28.0 28.5 15.4 35.9 20.7
Old : 32.5 18.9 42.8 28.0 28.5 15.4 35.9 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,782,951: 262,167 500,720 74,680 2,098,418 1,752,914 2,435,265 2,328,314: 347,686 454,637
Old : 2,782,951: 262,167 500,720 74,680 2,098,418 1,752,914 2,435,265 2,328,314: 347,686 454,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 412,312: -12,056 87,564 7,668 328,892 231,948 324,504 327,180: 87,808 85,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.0 2.7 75.4 63.0 87.5 83.7: 12.5 16.3
Old : 100.0: 9.4 18.0 2.7 75.4 63.0 87.5 83.7: 12.5 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 34 71 36 107 134 168 214:
Old : 271: 34 71 36 107 134 168 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 19.4 47.5 28.5 28.9 11.2 38.4 17.8
Old : 33.5 19.4 47.5 28.5 28.9 11.2 38.4 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 829,394: 113,098 73,582 127,427 567,118 578,154 807,643 779,163: 21,751 50,231
Old : 829,394: 113,098 73,582 127,427 567,118 578,154 807,643 779,163: 21,751 50,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 46,534: -7,485 -4,102 21,593 31,923 28,490 46,031 45,981: 503 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.9 15.4 68.4 69.7 97.4 93.9: 2.6 6.1
Old : 100.0: 13.6 8.9 15.4 68.4 69.7 97.4 93.9: 2.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 16 26 32 49 63 81 108:
Old : 113: 16 26 32 49 63 81 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 30.6 62.4 42.9 36.9 17.0 43.9 26.0
Old : 48.5 30.6 62.4 42.9 36.9 17.0 43.9 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 51,507: 19,594 10,716 130 25,089 32,367 44,813 43,212: 6,694 8,295
Old : 51,507: 19,594 10,716 130 25,089 32,367 44,813 43,212: 6,694 8,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,776: 2,545 229 -130 116 705 2,531 804: -756 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 20.8 0.3 48.7 62.8 87.0 83.9: 13.0 16.1
Old : 100.0: 38.0 20.8 0.3 48.7 62.8 87.0 83.9: 13.0 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 28 24 2 40 23 68 49:
Old : 104: 28 24 2 40 23 68 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 32.3 38.6 50.9 24.7 32.3 36.8 49.0
Old : 25.3 32.3 38.6 50.9 24.7 32.3 36.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 103,013: 39,188 21,432 259 50,178 64,733 89,625 86,424: 13,388 16,589
Old : 103,013: 39,188 21,432 259 50,178 64,733 89,625 86,424: 13,388 16,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,551: 5,090 458 -259 231 1,409 5,062 1,608: -1,511 1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 20.8 0.3 48.7 62.8 87.0 83.9: 13.0 16.1
Old : 100.0: 38.0 20.8 0.3 48.7 62.8 87.0 83.9: 13.0 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 28 24 2 40 23 68 49:
Old : 104: 28 24 2 40 23 68 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 32.3 38.6 50.9 24.7 32.3 36.8 49.0
Old : 25.3 32.3 38.6 50.9 24.7 32.3 36.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 18,776: 16,890 17,563 501 1,029 678 18,420 18,742: 356 34
Old : 18,776: 16,890 17,563 501 1,029 678 18,420 18,742: 356 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 290: 1,462 1,278 -985 -189 0 288 293: 2 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 93.5 2.7 5.5 3.6 98.1 99.8: 1.9 0.2
Old : 100.0: 90.0 93.5 2.7 5.5 3.6 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 19 11 2 1 1 21 13:
Old : 31: 19 11 2 1 1 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 81.4 88.7 95.5 69.8 78.8 85.0 91.4
Old : 70.0 81.4 88.7 95.5 69.8 78.8 85.0 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 35,066: 27,345 16,995 323 7,311 17,659 34,979 34,977: 87 89
Old : 35,066: 27,345 16,995 323 7,311 17,659 34,979 34,977: 87 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -2,523: -990 -2,488 -7 -1,504 -28 -2,501 -2,523: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 48.5 0.9 20.8 50.4 99.8 99.7: 0.2 0.3
Old : 100.0: 78.0 48.5 0.9 20.8 50.4 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 15 1 6 16 17 31:
Old : 46: 10 15 1 6 16 17 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 52.3 93.6 69.8 85.5 52.3 93.6 69.8
Old : 85.5 52.3 93.6 69.8 85.5 52.3 93.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, November 24, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 35,334: 22,951 13,330 0 12,214 21,927 35,165 35,257: 169 77
Old : 35,334: 22,951 13,330 0 12,214 21,927 35,165 35,257: 169 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 742: 1,040 -303 -1 -314 1,020 725 716: 17 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 37.7 0.0 34.6 62.1 99.5 99.8: 0.5 0.2
Old : 100.0: 65.0 37.7 0.0 34.6 62.1 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 17 0 4 13 13 30:
Old : 42: 9 17 0 4 13 13 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.4 69.2 98.7 85.6 94.4 69.2 98.7 85.6
Old : 94.4 69.2 98.7 85.6 94.4 69.2 98.7 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015